Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models

Kué Gilles Gaba (), Stéphane Loisel () and Antoine Parent
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Kué Gilles Gaba: Université Lyon 1, Laboratoire SAF, Institut de Science Financière et d’Assurances
Stéphane Loisel: Conservatoire National des Arts et Métiers, Laboratoire LIRSA

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2024, pp 179-185 from Springer

Abstract: Abstract In a cliometric context of demographic and epidemiological transitions, we have improved the accuracy of actuarial age-specific mortality projections by develop-ing the multifactor composite PCR-optimal/PLS model. The results show that the proposed model performs well compared to conventional approaches, although variations by age bracket suggest opportunities for improvement.

Keywords: Prospective mortality table; Actuarial mortality forecasting; Multifactorial composite PCR-optimal/PLS model; Cliometrics (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/978-3-031-64273-9_30

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